Method: Stick::Vector#house

Defined in:
lib/stick/matrix.rb

#house ⇒ Object

Computes the Householder vector (MC, Golub, p. 210, algorithm 5.1.1)



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# File 'lib/stick/matrix.rb', line 160

def house
  s = self[1..length-1]
  sigma = s.inner_product(s)
  v = clone; v[0] = 1
  if sigma == 0
    beta = 0
  else
    mu = Math.sqrt(self[0] ** 2 + sigma)
    if self[0] <= 0
      v[0] = self[0] - mu
    else
      v[0] = - sigma.quo(self[0] + mu)
    end
    v2 = v[0] ** 2
    beta = 2 * v2.quo(sigma + v2)
    v /= v[0]
  end
  return v, beta
end